Constrained Stochastic Linear-Quadratic Control: A Direct-Comparison Based Approach. This project is completed during my visiting in...

An Iterative Approach to Reduce Systemic Risk among Financial Institutes. Financial institutions are interconnected by holding debt...

A Sensitivity-Based View of Financial Systemic Risk Modeling. We formulated the inter-bank systemic risk as an optimization problem with...

This project is to design and simulate a financial case for the Trading Lab program of Shanghai Advanced Institue of Finance, Shanghai,...

This project is my undergraduate thesis completed in Tsinghua University, Beijng, China, under the supervision of Prof. Li Xia. The stock...